Anic Equity¶

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Total return since start: 0.692 %¶

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Equity now: -----------------------------> 51675.7 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48476.64 Kr¶

PnL: ---------------------------------------> -610.93 Kr¶

DD now: ---------------------------------> -0.517 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:15:34.952163'

Anic Portfolio¶

Today¶

Return: 0.071 %¶

This Week¶

Return: 8.729 %¶

Total¶

Return: 69.173 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -1.100000 3385.800000 205.800000 6.470000 3180.000006
HMS Networks 2 3.130000 802.800000 129.800000 19.290000 673.000000
HEBA B 70 3.010000 2754.500000 118.500000 4.500000 2636.000010
Nordea Bank Abp 29 0.770000 3558.880000 104.880000 3.040000 3453.999992
SAAB B 8 0.980000 3450.400000 73.400000 2.170000 3377.000000
Swedbank A 3 1.700000 611.400000 47.400000 8.400000 564.000000
Resurs Holding 22 1.220000 618.860000 44.860000 7.820000 573.999998
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
AcadeMedia 12 0.850000 596.400000 39.400000 7.070000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.210000 388.300000 33.300000 9.380000 355.000000
Intrum 4 2.000000 550.200000 23.200000 4.400000 527.000000
Eastnine 4 1.760000 509.600000 18.600000 3.790000 491.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.650000 546.000000 18.000000 3.410000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Coor Service Management Hold. 8 1.120000 540.000000 8.000000 1.500000 532.000000
Securitas B 6 0.960000 577.560000 7.560000 1.330000 570.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.780000 249.120000 3.120000 1.270000 246.000000
Boozt 12 1.470000 1654.800000 0.800000 0.050000 1653.999996
Creaspac SPAC 6 -0.310000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 0.180000 545.250000 -0.750000 -0.140000 546.000000
Corem Property Group B 59 1.880000 574.370000 -2.630000 -0.460000 576.999999
Midsona B 63 0.220000 576.450000 -6.550000 -1.120000 582.999984
Fasadgruppen Group 38 -0.730000 4134.400000 -6.600000 -0.160000 4140.999992
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 1.920000 509.470000 -24.530000 -4.590000 533.999999
International Petroleum Corp. 5 0.180000 563.500000 -31.070000 -5.230000 594.565215
Essity B 2 -1.140000 539.200000 -34.800000 -6.060000 574.000000
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -1.260000 2964.600000 -119.400000 -3.870000 3083.999994
OX2 22 5.030000 1859.000000 -130.000000 -6.540000 1989.000002
Axfood 15 -4.390000 3856.500000 -443.500000 -10.310000 4300.000005
Ovzon 64 -1.130000 3360.000000 -636.000000 -15.920000 3996.000000
TOTAL 48476.640000 -610.930000 -0.51725% 49087.564636

Updated:¶

'2023-02-01 10:15:48.027673'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶